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~accessRights:"restricted"
~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~subject:"Inflation"
~subject:"Stochastischer Prozess"
~subject:"nominal exchange rate"
~subject:"real exchange rates"
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Inflation
Stochastischer Prozess
nominal exchange rate
real exchange rates
Theorie
42
Theory
42
Estimation
35
Schätzung
35
Structural break
35
Strukturbruch
35
Volatility
27
Volatilität
27
Time series analysis
25
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25
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21
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17
Regime switching
16
Exchange rate regime
15
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Altansukh, Gantungalag
1
Aristidou, Chrystalleni
1
Baharumshah, Ahmad Zubaidi
1
Becker, Ralf
1
Bianchi, Daniele
1
Bo, Lijun
1
Bratsiotis, George
1
Chang, Chia-Chien
1
Cui, Zhenyu
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Pettenuzzo, Davide
1
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1
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1
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1
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1
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1
Smith, Simon C.
1
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1
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1
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1
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1
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1
Wang, Yongjin
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IMF Working Papers
IMF working papers
International review of economics & finance : IREF
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of economic dynamics & control
Journal of macroeconomics
Working paper series / European Central Bank
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
International journal of theoretical and applied finance
8
Economic modelling
6
Economics letters
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Insurance / Mathematics & economics
5
Applied economics
4
Computational economics
4
Finance research letters
4
International journal of financial engineering
4
Mathematics of operations research
4
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4
The North American journal of economics and finance : a journal of financial economics studies
4
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3
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3
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3
European journal of operational research : EJOR
3
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3
Open economies review
3
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2
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2
Edward Elgar E-Book Archive
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
IMA journal of management mathematics
2
International journal of economics and finance
2
International journal of forecasting
2
International journal of theoretical and applied finance : IJTAF
2
Journal of Asian economics
2
Journal of applied econometrics
2
Journal of economic studies
2
Journal of economics and finance
2
Journal of international money and finance
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Journal of mathematical economics
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Journal of quantitative economics
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Journal of the Asia Pacific economy
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ECONIS (ZBW)
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1
Structural breaks in grouped heterogeneity
Smith, Simon C.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 752-764
Persistent link: https://www.econbiz.de/10014448432
Saved in:
2
On the Markov switching welfare cost of inflation
Dai, Wei
;
Serletis, Apostolos
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012312672
Saved in:
3
The meta-Phillips Curve : modelling U.S. inflation in the presence of
regime
change
Aristidou, Chrystalleni
- In:
Journal of macroeconomics
57
(
2018
),
pp. 367-379
Persistent link: https://www.econbiz.de/10012128006
Saved in:
4
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
5
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
6
Markov-switching analysis of exchange rate pass-through : perspective from Asian countries
Baharumshah, Ahmad Zubaidi
;
Soon, Siew-Voon
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 245-257
Persistent link: https://www.econbiz.de/10011754443
Saved in:
7
What is the globalisation of inflation?
Altansukh, Gantungalag
;
Becker, Ralf
;
Bratsiotis, George
; …
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011740465
Saved in:
8
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars
;
Nguyen, Duy
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
Saved in:
9
Optimal investment of variance-swaps in jump-diffusion market with
regime
-switching
Bo, Lijun
;
Tang, Dan
;
Wang, Yongjin
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 175-197
Persistent link: https://www.econbiz.de/10011915585
Saved in:
10
Pairs trading : the performance of a stochastic spread model with
regime
switching-evidence from the S&P 500
Yang, Jen-Wei
;
Tsai, Shu-Yu
;
Shyu, So-De
;
Chang, Chia-Chien
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 139-150
Persistent link: https://www.econbiz.de/10011625559
Saved in:
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